+36.3%
DIS vs EFV
+159.5%
-123.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.4% |
| 7D | +4.4% | +2.1% | +2.3% | +2.5% |
| 30D | +10.3% | +3.1% | +7.3% | +7.4% |
| 3M | +15.5% | -1.3% | +16.8% | +16.9% |
| 6M | +11.2% | +6.0% | +5.2% | +5.3% |
| YTD | +5.6% | +15.8% | -10.3% | -8.1% |
| 1Y | +7.7% | +21.1% | -13.4% | -9.9% |
| 3Y | +39.3% | +91.0% | -51.7% | -24.4% |
| 5Y | -29.5% | +94.3% | -123.8% | -62.4% |
| 10Y | +36.3% | +160.4% | -124.2% | -39.5% |
| All | +36.3% | +159.5% | -123.3% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling